-1.1%
CAT vs RY
+40.6%
-41.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +2.2% |
| 7D | -10.3% | -0.9% | -9.4% | -9.6% |
| 30D | -31.2% | +5.9% | -37.1% | -35.5% |
| 3M | -34.7% | -4.3% | -30.4% | -31.6% |
| 6M | -39.5% | +12.1% | -51.6% | -47.9% |
| YTD | -1.7% | +20.3% | -21.9% | -24.0% |
| 1Y | -1.1% | +41.0% | -42.1% | -34.3% |
| All | -1.1% | +40.6% | -41.7% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling